Blender won't let me set the path to Mcell or Python
Try removing the extra .gz extension in your gunzip mcell-3-3_osx_intel.gz command. It looks like gunzip is trying to find your file by appending a .gz extension after you specify the filename.

That being said, the permissions error you're getting is probably not the same thing that's preventing you from using gunzip in the terminal. You can actually change the permissions of the file using the chmod command, but it might be easier to just follow the change file permissions instructions on a Mac that's a little less risky if you're not how to use chmod in the terminal just yet. Make sure you're setting the permissions to "Read &amp; Write".